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  • Risk Position Reporting
    Risk Position Reporting This paper reports on the findings of a working group established in 1999 by ... by the SOA's Finance Practice Area to look at how the insurance industry measures and monitors risk ...

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    • Authors: Mary M Wilson, Mary Gilkison, Anthony Dardis, Francois R Morin, Stephen Britt
    • Date: Oct 2001
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Financial Reporting & Accounting
  • Risk Position Reporting
    Risk Position Reporting This paper, part of the Society of Actuaries [SOA} ‘Research Projects – Finance/Investment ... working group was set up by the SOA’s Finance Practice Area to look at how the insurance industry measures ...

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    • Authors: Mary Gilkison, Anthony Dardis, Francois R Morin, Stephen Britt, Christina Mary Ann Wilson
    • Date: Oct 2001
  • Risk-Neutral Pricing for Insurance Contracts
    Risk-Neutral Pricing for Insurance Contracts This article discusses the pricing of life insurance contracts ... contracts in the risk-neutral world. Specifically it deals with three aspects: 1 the motivation for pricing ...

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    • Authors: Stephen Britt
    • Date: Feb 2001
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Life Insurance>Pricing - Life Insurance
  • Risks and Rewards Newsletter, February 2001, Issue No. 36
    Risks and Rewards Newsletter, February 2001, Issue No. 36 Full version of Risks and Rewards ... Newsletter, February 2001, Issue No. 36 Full version of Risks and Rewards Newsletter, February 2001, Issue ...

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    • Authors: Lawrence N Bader, Nino A Boezio, Catherine Ehrlich, Luke Girard, Jeremy Gold, David Ingram, Victor Modugno, Max Rudolph, Stephen Strommen, Peter Tilley, David F Babbel, Sarah Christiansen, Gregory Goulding, Anthony Dardis, Edwin A Martin, William L Babcock, Craig Merrill, Marc Altschull, Stephen Britt, Peter D Jones
    • Date: Feb 2001
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, September 2000, Issue No. 35
    Risks and Rewards Newsletter, September 2000, Issue No. 35 Full version of Risks and Rewards ... Newsletter, September 2000, Issue No. 35 Full version of Risks and Rewards Newsletter, September 2000, Issue ...

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    • Authors: Jeremy Gold, Josephine Marks, Victor Modugno, Max Rudolph, Peter Tilley, Richard Wendt, Frank Grossman, Stephen Britt
    • Date: Sep 2000
    • Publication Name: Risks & Rewards
  • Economic Scenario Generators
    is a panel discussion, session number 9PD, from the 2000 Valuation Actuary Symposium, held September ... asset/liability modeling is the underlying economic scenario generator. In this session the panelists discuss ...

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    • Authors: Stephen Sonlin, Mark S Tenney, Marc Altschull, Stephen Britt
    • Date: Sep 2000
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Topics: Finance & Investments>Asset liability management; Global Perspectives; Modeling & Statistical Methods>Stochastic models
  • When Is It Right To Use Arbitrage-FreeScenarios?
    Assumptions for Pension Plans Invite Arbitrage: The Case of Pension Obligation Bonds by Jeremy Gold ... ... Contracts by Victor M odugno .................12 The Investment Actuary Symposium ...................

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    • Authors: Stephen Britt
    • Date: Sep 2000
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Scenario generation